John R. Birge

Orcid: 0000-0002-7446-0953

According to our database1, John R. Birge authored at least 80 papers between 1982 and 2023.

Collaborative distances:

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2023
Disruption and Rerouting in Supply Chain Networks.
Oper. Res., March, 2023

Power Purchase Agreements with Renewables: Optimal Timing and Design.
Proceedings of the 62nd IEEE Conference on Decision and Control, 2023

Sample Complexity of Decentralized Tabular Q-Learning for Stochastic Games.
Proceedings of the American Control Conference, 2023

2022
Asymptotic behavior of solutions: An application to stochastic NLP.
Math. Program., 2022

Controlling Epidemic Spread: Reducing Economic Losses with Targeted Closures.
Manag. Sci., 2022

Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market.
Manag. Sci., 2022

Spatial Price Integration in Commodity Markets with Capacitated Transportation Networks.
Oper. Res., 2022

A High-Fidelity Model to Predict Length of Stay in the Neonatal Intensive Care Unit.
INFORMS J. Comput., 2022

Learning from Stochastically Revealed Preference.
Proceedings of the Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, 2022

Quantification of Market Power Mitigation via Efficient Aggregation of Distributed Energy Resources.
Proceedings of the 61st IEEE Conference on Decision and Control, 2022

Greedy Algorithms for the Freight Consolidation Problem.
Proceedings of the 22nd Symposium on Algorithmic Approaches for Transportation Modelling, 2022

2021
Optimal Commissions and Subscriptions in Networked Markets.
Manuf. Serv. Oper. Manag., 2021

Enhancing Regulatory Decision Making for Postmarket Drug Safety.
Manag. Sci., 2021

Dynamic Learning and Market Making in Spread Betting Markets with Informed Bettors.
Oper. Res., 2021

The Interface of Finance, Operations, and Risk Management.
Found. Trends Technol. Inf. Oper. Manag., 2021

Finite-Sample Analysis of Decentralized Q-Learning for Stochastic Games.
CoRR, 2021

Approximation Schemes for Multiperiod Binary Knapsack Problems.
Proceedings of the Computer Science - Theory and Applications, 2021

On Efficient Aggregation of Distributed Energy Resources.
Proceedings of the 2021 60th IEEE Conference on Decision and Control (CDC), 2021

2020
An Approximation Approach for Response-Adaptive Clinical Trial Design.
INFORMS J. Comput., 2020

Trade Credit in Supply Chains: Multiple Creditors and Priority Rules.
Found. Trends Technol. Inf. Oper. Manag., 2020

2019
Strategic Commitment to a Production Schedule with Uncertain Supply and Demand: Renewable Energy in Day-Ahead Electricity Markets.
Manag. Sci., 2019

Book Review: Xinbao Liu, Jun Pei, Lin Liu, Hao Cheng, Mi Zhou, and Panos M. Pardalos: Optimization and management in manufacturing engineering. Resource collaborative optimization and management through the Internet of Things. Springer optimization and its applications series - Springer, 2017, XVIII pp, Hardcover: ISBN: 978-3-319-64567-4.
J. Glob. Optim., 2019

Optimal Dynamic Product Development and Launch for a Network of Customers.
Oper. Res., 2019

Dynamic Selling Mechanisms for Product Differentiation and Learning.
Oper. Res., 2019

Flexibility from Networks of Data Centers: A Market Clearing Formulation with Virtual Links.
CoRR, 2019

2018
Risk-Sensitive Asset Management and Cascading Defaults.
Math. Oper. Res., 2018

Trade Credit, Risk Sharing, and Inventory Financing Portfolios.
Manag. Sci., 2018

2017
When Customers Anticipate Liquidation Sales: Managing Operations Under Financial Distress.
Manuf. Serv. Oper. Manag., 2017

A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties.
Oper. Res., 2017

Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market.
Oper. Res., 2017

2016
Risk Intelligence in Big Data Era: A Review and Introduction to Special Issue.
IEEE Trans. Cybern., 2016

The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets.
Eur. J. Oper. Res., 2016

Response-adaptive designs for clinical trials: Simultaneous learning from multiple patients.
Eur. J. Oper. Res., 2016

2015
OM Forum - Operations and Finance Interactions.
Manuf. Serv. Oper. Manag., 2015

The Supply Chain Effects of Bankruptcy.
Manag. Sci., 2015

2014
Approximation Methods for Determining Optimal Allocations in Response Adaptive Clinical Trials.
Proceedings of the ICORES 2014, 2014

2012
Serial Chain Merger Evaluation Model and Application to Mortgage Banking.
Decis. Sci., 2012

Guest editorial.
Comput. Oper. Res., 2012

2011
Introduction to the Special Issue on "Operational Research and Asia Risk Management".
Asia Pac. J. Oper. Res., 2011

Estimation of potential gains from mergers in multiple periods: a comparison of stochastic frontier analysis and Data Envelopment Analysis.
Ann. Oper. Res., 2011

2009
Two-Stage Stochastic Programs with Recourse.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Stochastic Integer Programs.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

L-shaped Method for Two-stage Stochastic Programs with Recourse.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

2007
Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs.
SIAM J. Optim., 2007

Call for Papers - Special Issue of <i>Management Science</i>: Interfaces of Operations and Finance.
Manag. Sci., 2007

2006
A Stochastic Programming Approach to the Airline Crew Scheduling Problem.
Transp. Sci., 2006

The Abridged Nested Decomposition Method for Multistage Stochastic Linear Programs with Relatively Complete Recourse.
Algorithmic Oper. Res., 2006

2005
Finite buffer polling models with routing.
Eur. J. Oper. Res., 2005

Quasi-monte carlo simulation in a LIBOR market model.
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2000
Option Methods for Incorporating Risk into Linear Capacity Planning Models.
Manuf. Serv. Oper. Manag., 2000

Duality Gaps in Stochastic Integer Programming.
J. Glob. Optim., 2000

Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs.
Oper. Res., 2000

1997
Bounds on optimal values in stochastic scheduling.
Oper. Res. Lett., 1997

Stochastic Programming Computation and Applications.
INFORMS J. Comput., 1997

1996
An upper bound on the expected value of a non-increasing convex function with convex marginal return functions.
Oper. Res. Lett., 1996

A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs.
Math. Program., 1996

Stochastic programming approaches to stochastic scheduling.
J. Glob. Optim., 1996

Parallel decomposition of large-scale stochastic nonlinear programs.
Ann. Oper. Res., 1996

1995
Subdifferential Convergence in Stochastic Programs.
SIAM J. Optim., 1995

Bounds on Expected Project Tardiness.
Oper. Res., 1995

Optimal Match-up Strategies in Stochastic Scheduling.
Discret. Appl. Math., 1995

Continuous approximation schemes for stochastic programs.
Ann. Oper. Res., 1995

Models and model value in stochastic programming.
Ann. Oper. Res., 1995

1993
Semiregularity and Generalized Subdifferentials with Applications to Optimization.
Math. Oper. Res., 1993

Optimal Flows in Stochastic Dynamic Networks with Congestion.
Oper. Res., 1993

Studies of lexicography in the generalized network simplex method.
Ann. Oper. Res., 1993

1992
Prior reduced fill-in in solving equations in interior point algorithms.
Oper. Res. Lett., 1992

Efficient solution of two-stage stochastic linear programs using interior point methods.
Comput. Optim. Appl., 1992

1991
Matchup Scheduling with Multiple Resources, Release Dates and Disruptions.
Oper. Res., 1991

Bounding separable recourse functions with limited distribution information.
Ann. Oper. Res., 1991

1989
Sublinear upper bounds for stochastic programs with recourse.
Math. Program., 1989

Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information.
Math. Oper. Res., 1989

Using Parallel Iteration for Approximate Analysis of a Multiple Server Queueing System.
Oper. Res., 1989

1987
Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem.
Math. Oper. Res., 1987

Aggregation in Dynamic Programming.
Oper. Res., 1987

1985
Aggregation bounds in stochastic linear programming.
Math. Program., 1985

Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs.
Oper. Res., 1985

Methods for a network design problem in solar power systems.
Comput. Oper. Res., 1985

1983
Computational complexity of Van der Heyden's variable dimension algorithm and Dantzig-Cottle's principal pivoting method for solving LCP's.
Math. Program., 1983

1982
The value of the stochastic solution in stochastic linear programs with fixed recourse.
Math. Program., 1982


  Loading...